+98.0%
EQH vs CASY
+163.7%
-65.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -14.2% | +14.3% | +2.3% |
| 7D | +1.1% | -16.5% | +17.6% | +3.8% |
| 30D | -1.1% | -26.4% | +25.3% | +3.7% |
| 3M | +25.0% | -17.3% | +42.3% | +27.1% |
| 6M | +33.9% | -5.2% | +39.1% | +31.3% |
| YTD | +11.6% | +14.1% | -2.5% | +4.3% |
| 1Y | +1.5% | +16.6% | -15.1% | -5.9% |
| All | +98.0% | +163.7% | -65.7% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CASY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling